1. Examining the literature, I have noticed that some economists only used ivprobit, while others used cmp ivprobit. Based on what I understood, cmp ivprobit would be more convenient in my case since it allows for errors in different equations to be correlated. Is this correct? should I use cmp ivprobit instead of ivprobit?
2. I have already tried to run ivprobit and cmp ivprobit, but I got some errors on stata. I have checked the help commands but I am still not sure what exactly my error is. Can someone tell me what is wrong with the following commands?
this is the ivprobit command for the school-migrant equation:
Code:
#delimit ; ivprobit school [migrant age age2 eldest i.fteducst i.mteducst fth_absent urban1] (migrant = oilpricewhenmigrantis31) [if age >= 6 & age <= 17 & marital != 4 & marital != 5 & yrbirth1 ==.] [pweight=expan_indiv], vce (cluster hhid)first; #delimit cr margins, dydx(*) predict(pr)
Code:
migrant unknown weight type
Code:
#delimit ; cmp (migrant = oilpricewhenmigrantis31 age age2 eldest i.fteducst i.mteducst fth_absent urban1) (school = migrant age age2 eldest i.fteducst i.mteducst fth_absent urban1) [if age >= 6 & age <= 17 & marital != 4 & marital != 5 & yrbirth1 ==.] [pweight=expan_indiv], vce (cluster hhid) indicators ($cmp cont $cmp probit); #delimit cr margins, dydx(*) predict(pr) force
Code:
weights not allowed invalid syntax
4. There are some control variables that I would like to add in the IV equation. I am wondering how this can be done. should I just add them after my instrumental variable in the IV equation?
5. If I end up choosing the cmp ivprobit and I would like to run another probit regression assuming my independent variables are exogenous. Does it also have to be cmp probit?
6. When doing my analysis at the end, should I only focus on the coefficients of the marginal effects?
I apologize for my many questions. I decided to gather all my problems in one post and, as a beginner, I would really appreciate your help!
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